Fuzzy portfolio optimization
P Gupta, MK Mehlawat, M Inuiguchi… - Studies in fuzziness and …, 2014 - Springer
STUDFUZZ 316 - Fuzzy Portfolio Optimization Page 1 Fuzzy Portfolio Optimization Pankaj Gupta
Mukesh Kumar Mehlawat Masahiro Inuiguchi Suresh Chandra Advances in Hybrid Multi-criteria …
Mukesh Kumar Mehlawat Masahiro Inuiguchi Suresh Chandra Advances in Hybrid Multi-criteria …
A hybrid approach to asset allocation with simultaneous consideration of suitability and optimality
P Gupta, MK Mehlawat, A Saxena - Information Sciences, 2010 - Elsevier
A hybrid approach to asset allocation with simultaneous consideration of suitability and
optimality - ScienceDirect Skip to main contentSkip to article Elsevier logo Journals & Books …
optimality - ScienceDirect Skip to main contentSkip to article Elsevier logo Journals & Books …
A hybrid approach for constructing suitable and optimal portfolios
P Gupta, M Inuiguchi, MK Mehlawat - Expert Systems with Applications, 2011 - Elsevier
The purpose of the paper is to propose a hybrid approach for asset allocation with
simultaneous consideration of suitability and optimality. In this approach, recourse is taken …
simultaneous consideration of suitability and optimality. In this approach, recourse is taken …
A multicriteria decision making at portfolio management
J Charouz, J Ramík - 2010 - otik.uk.zcu.cz
In this paper we propose an application of the Analytic hierarchy process (AHP) to partial
task at portfolio management. Any portfolio manager who works in an asset management …
task at portfolio management. Any portfolio manager who works in an asset management …
ESG Investing: A Decision-Making Paradox?
O Guedhami, D Louton, H Saraoglu… - The Journal of Impact …, 2022 - pm-research.com
Debates about the attributes of environmental, social, and governance (ESG) investing are
ongoing. The definitions, integration methods, performance outcomes, and data consistency …
ongoing. The definitions, integration methods, performance outcomes, and data consistency …
A combined analytic hierarchy process and goal programming approach to international portfolio selection in the presence of investment barriers
The aim of this paper is to develop an integrated multiple criteria decision making approach
combining the analytic hierarchy process (AHP) and the goal programming (GP) model to …
combining the analytic hierarchy process (AHP) and the goal programming (GP) model to …
Behavioral optimization models for multicriteria portfolio selection
MK Mehlawat - Yugoslav Journal of Operations Research, 2016 - yujor.fon.bg.ac.rs
In this paper, behavioral construct of suitability is used to develop a multi-criteria decision
making framework for portfolio selection. To achieve this purpose, we rely on multiple …
making framework for portfolio selection. To achieve this purpose, we rely on multiple …
A Hybrid Model for Portfolio Optimization Based on Stock Price Forecasting with LSTM Recurrent Neural Network using Cardinality Constraints and Multi-Criteria …
N Abdi, M Moradzadeh Fard, H Ahmadzadeh… - Financial Management …, 2021 - jfmp.sbu.ac.ir
Due to the dynamic trend of stock prices and the volatile nature of the market, asset price
forecasting plays a key role in creating an efficient strategy, and the results of price …
forecasting plays a key role in creating an efficient strategy, and the results of price …
Hybrid Portfolio Optimization using Analytic Hierarchy Process (AHP), Combined Compromise Solution (CoCoSo) and Markowitz Model (Case study of Tehran Stock …
N Abdi, M Moradzadeh Fard, H Ahmadzadeh… - Journal of Investment …, 2023 - jik-ifea.ir
Using effective and efficient criteria in choosing the investment portfolio can provide the most
profitability for individual and institutional investors. Therefore, it seems necessary to choose …
profitability for individual and institutional investors. Therefore, it seems necessary to choose …
[PDF][PDF] Application of an AHP-type Method at Portfolio Management
J Charouz, J Ramík - MULTIPLE CRITERIA DECISION …, 2010 - mcdm.ue.katowice.pl
The article deals with an application of the methodology of Analytic Hierarchy process (AHP)
and also with its newly developed modification named FVK to portfolio management. The …
and also with its newly developed modification named FVK to portfolio management. The …